[484] | 1 | /* -*- mode: C++; indent-tabs-mode: nil; -*- |
---|
| 2 | * |
---|
| 3 | * This file is a part of LEMON, a generic C++ optimization library. |
---|
| 4 | * |
---|
[956] | 5 | * Copyright (C) 2003-2010 |
---|
[484] | 6 | * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
---|
| 7 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
---|
| 8 | * |
---|
| 9 | * Permission to use, modify and distribute this software is granted |
---|
| 10 | * provided that this copyright notice appears in all copies. For |
---|
| 11 | * precise terms see the accompanying LICENSE file. |
---|
| 12 | * |
---|
| 13 | * This software is provided "AS IS" with no warranty of any kind, |
---|
| 14 | * express or implied, and with no claim as to its suitability for any |
---|
| 15 | * purpose. |
---|
| 16 | * |
---|
| 17 | */ |
---|
| 18 | |
---|
| 19 | #include <iostream> |
---|
| 20 | #include <vector> |
---|
| 21 | #include <cstring> |
---|
| 22 | |
---|
| 23 | #include <lemon/cplex.h> |
---|
| 24 | |
---|
| 25 | extern "C" { |
---|
| 26 | #include <ilcplex/cplex.h> |
---|
| 27 | } |
---|
| 28 | |
---|
| 29 | |
---|
| 30 | ///\file |
---|
| 31 | ///\brief Implementation of the LEMON-CPLEX lp solver interface. |
---|
| 32 | namespace lemon { |
---|
| 33 | |
---|
| 34 | CplexEnv::LicenseError::LicenseError(int status) { |
---|
| 35 | if (!CPXgeterrorstring(0, status, _message)) { |
---|
| 36 | std::strcpy(_message, "Cplex unknown error"); |
---|
| 37 | } |
---|
| 38 | } |
---|
| 39 | |
---|
| 40 | CplexEnv::CplexEnv() { |
---|
| 41 | int status; |
---|
| 42 | _cnt = new int; |
---|
| 43 | _env = CPXopenCPLEX(&status); |
---|
| 44 | if (_env == 0) { |
---|
| 45 | delete _cnt; |
---|
| 46 | _cnt = 0; |
---|
| 47 | throw LicenseError(status); |
---|
| 48 | } |
---|
| 49 | } |
---|
| 50 | |
---|
| 51 | CplexEnv::CplexEnv(const CplexEnv& other) { |
---|
| 52 | _env = other._env; |
---|
| 53 | _cnt = other._cnt; |
---|
| 54 | ++(*_cnt); |
---|
| 55 | } |
---|
| 56 | |
---|
| 57 | CplexEnv& CplexEnv::operator=(const CplexEnv& other) { |
---|
| 58 | _env = other._env; |
---|
| 59 | _cnt = other._cnt; |
---|
| 60 | ++(*_cnt); |
---|
| 61 | return *this; |
---|
| 62 | } |
---|
| 63 | |
---|
| 64 | CplexEnv::~CplexEnv() { |
---|
| 65 | --(*_cnt); |
---|
| 66 | if (*_cnt == 0) { |
---|
| 67 | delete _cnt; |
---|
| 68 | CPXcloseCPLEX(&_env); |
---|
| 69 | } |
---|
| 70 | } |
---|
| 71 | |
---|
| 72 | CplexBase::CplexBase() : LpBase() { |
---|
| 73 | int status; |
---|
| 74 | _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
---|
[623] | 75 | messageLevel(MESSAGE_NOTHING); |
---|
[484] | 76 | } |
---|
| 77 | |
---|
| 78 | CplexBase::CplexBase(const CplexEnv& env) |
---|
| 79 | : LpBase(), _env(env) { |
---|
| 80 | int status; |
---|
| 81 | _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
---|
[623] | 82 | messageLevel(MESSAGE_NOTHING); |
---|
[484] | 83 | } |
---|
| 84 | |
---|
| 85 | CplexBase::CplexBase(const CplexBase& cplex) |
---|
| 86 | : LpBase() { |
---|
| 87 | int status; |
---|
| 88 | _prob = CPXcloneprob(cplexEnv(), cplex._prob, &status); |
---|
| 89 | rows = cplex.rows; |
---|
| 90 | cols = cplex.cols; |
---|
[623] | 91 | messageLevel(MESSAGE_NOTHING); |
---|
[484] | 92 | } |
---|
| 93 | |
---|
| 94 | CplexBase::~CplexBase() { |
---|
| 95 | CPXfreeprob(cplexEnv(),&_prob); |
---|
| 96 | } |
---|
| 97 | |
---|
| 98 | int CplexBase::_addCol() { |
---|
| 99 | int i = CPXgetnumcols(cplexEnv(), _prob); |
---|
| 100 | double lb = -INF, ub = INF; |
---|
| 101 | CPXnewcols(cplexEnv(), _prob, 1, 0, &lb, &ub, 0, 0); |
---|
| 102 | return i; |
---|
| 103 | } |
---|
| 104 | |
---|
| 105 | |
---|
| 106 | int CplexBase::_addRow() { |
---|
| 107 | int i = CPXgetnumrows(cplexEnv(), _prob); |
---|
| 108 | const double ub = INF; |
---|
| 109 | const char s = 'L'; |
---|
| 110 | CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); |
---|
| 111 | return i; |
---|
| 112 | } |
---|
| 113 | |
---|
[956] | 114 | int CplexBase::_addRow(Value lb, ExprIterator b, |
---|
[793] | 115 | ExprIterator e, Value ub) { |
---|
| 116 | int i = CPXgetnumrows(cplexEnv(), _prob); |
---|
| 117 | if (lb == -INF) { |
---|
| 118 | const char s = 'L'; |
---|
| 119 | CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); |
---|
| 120 | } else if (ub == INF) { |
---|
| 121 | const char s = 'G'; |
---|
| 122 | CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, 0, 0); |
---|
| 123 | } else if (lb == ub){ |
---|
| 124 | const char s = 'E'; |
---|
| 125 | CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, 0, 0); |
---|
| 126 | } else { |
---|
| 127 | const char s = 'R'; |
---|
| 128 | double len = ub - lb; |
---|
| 129 | CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, &len, 0); |
---|
| 130 | } |
---|
| 131 | |
---|
| 132 | std::vector<int> indices; |
---|
| 133 | std::vector<int> rowlist; |
---|
| 134 | std::vector<Value> values; |
---|
| 135 | |
---|
| 136 | for(ExprIterator it=b; it!=e; ++it) { |
---|
| 137 | indices.push_back(it->first); |
---|
| 138 | values.push_back(it->second); |
---|
| 139 | rowlist.push_back(i); |
---|
| 140 | } |
---|
| 141 | |
---|
| 142 | CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
---|
| 143 | &rowlist.front(), &indices.front(), &values.front()); |
---|
| 144 | |
---|
| 145 | return i; |
---|
| 146 | } |
---|
[484] | 147 | |
---|
| 148 | void CplexBase::_eraseCol(int i) { |
---|
| 149 | CPXdelcols(cplexEnv(), _prob, i, i); |
---|
| 150 | } |
---|
| 151 | |
---|
| 152 | void CplexBase::_eraseRow(int i) { |
---|
| 153 | CPXdelrows(cplexEnv(), _prob, i, i); |
---|
| 154 | } |
---|
| 155 | |
---|
| 156 | void CplexBase::_eraseColId(int i) { |
---|
| 157 | cols.eraseIndex(i); |
---|
| 158 | cols.shiftIndices(i); |
---|
| 159 | } |
---|
| 160 | void CplexBase::_eraseRowId(int i) { |
---|
| 161 | rows.eraseIndex(i); |
---|
| 162 | rows.shiftIndices(i); |
---|
| 163 | } |
---|
| 164 | |
---|
| 165 | void CplexBase::_getColName(int col, std::string &name) const { |
---|
| 166 | int size; |
---|
| 167 | CPXgetcolname(cplexEnv(), _prob, 0, 0, 0, &size, col, col); |
---|
| 168 | if (size == 0) { |
---|
| 169 | name.clear(); |
---|
| 170 | return; |
---|
| 171 | } |
---|
| 172 | |
---|
| 173 | size *= -1; |
---|
| 174 | std::vector<char> buf(size); |
---|
| 175 | char *cname; |
---|
| 176 | int tmp; |
---|
| 177 | CPXgetcolname(cplexEnv(), _prob, &cname, &buf.front(), size, |
---|
| 178 | &tmp, col, col); |
---|
| 179 | name = cname; |
---|
| 180 | } |
---|
| 181 | |
---|
| 182 | void CplexBase::_setColName(int col, const std::string &name) { |
---|
| 183 | char *cname; |
---|
| 184 | cname = const_cast<char*>(name.c_str()); |
---|
| 185 | CPXchgcolname(cplexEnv(), _prob, 1, &col, &cname); |
---|
| 186 | } |
---|
| 187 | |
---|
| 188 | int CplexBase::_colByName(const std::string& name) const { |
---|
| 189 | int index; |
---|
| 190 | if (CPXgetcolindex(cplexEnv(), _prob, |
---|
| 191 | const_cast<char*>(name.c_str()), &index) == 0) { |
---|
| 192 | return index; |
---|
| 193 | } |
---|
| 194 | return -1; |
---|
| 195 | } |
---|
| 196 | |
---|
| 197 | void CplexBase::_getRowName(int row, std::string &name) const { |
---|
| 198 | int size; |
---|
| 199 | CPXgetrowname(cplexEnv(), _prob, 0, 0, 0, &size, row, row); |
---|
| 200 | if (size == 0) { |
---|
| 201 | name.clear(); |
---|
| 202 | return; |
---|
| 203 | } |
---|
| 204 | |
---|
| 205 | size *= -1; |
---|
| 206 | std::vector<char> buf(size); |
---|
| 207 | char *cname; |
---|
| 208 | int tmp; |
---|
| 209 | CPXgetrowname(cplexEnv(), _prob, &cname, &buf.front(), size, |
---|
| 210 | &tmp, row, row); |
---|
| 211 | name = cname; |
---|
| 212 | } |
---|
| 213 | |
---|
| 214 | void CplexBase::_setRowName(int row, const std::string &name) { |
---|
| 215 | char *cname; |
---|
| 216 | cname = const_cast<char*>(name.c_str()); |
---|
| 217 | CPXchgrowname(cplexEnv(), _prob, 1, &row, &cname); |
---|
| 218 | } |
---|
| 219 | |
---|
| 220 | int CplexBase::_rowByName(const std::string& name) const { |
---|
| 221 | int index; |
---|
| 222 | if (CPXgetrowindex(cplexEnv(), _prob, |
---|
| 223 | const_cast<char*>(name.c_str()), &index) == 0) { |
---|
| 224 | return index; |
---|
| 225 | } |
---|
| 226 | return -1; |
---|
| 227 | } |
---|
| 228 | |
---|
| 229 | void CplexBase::_setRowCoeffs(int i, ExprIterator b, |
---|
| 230 | ExprIterator e) |
---|
| 231 | { |
---|
| 232 | std::vector<int> indices; |
---|
| 233 | std::vector<int> rowlist; |
---|
| 234 | std::vector<Value> values; |
---|
| 235 | |
---|
| 236 | for(ExprIterator it=b; it!=e; ++it) { |
---|
| 237 | indices.push_back(it->first); |
---|
| 238 | values.push_back(it->second); |
---|
| 239 | rowlist.push_back(i); |
---|
| 240 | } |
---|
| 241 | |
---|
| 242 | CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
---|
| 243 | &rowlist.front(), &indices.front(), &values.front()); |
---|
| 244 | } |
---|
| 245 | |
---|
| 246 | void CplexBase::_getRowCoeffs(int i, InsertIterator b) const { |
---|
| 247 | int tmp1, tmp2, tmp3, length; |
---|
| 248 | CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
---|
| 249 | |
---|
| 250 | length = -length; |
---|
| 251 | std::vector<int> indices(length); |
---|
| 252 | std::vector<double> values(length); |
---|
| 253 | |
---|
| 254 | CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, |
---|
| 255 | &indices.front(), &values.front(), |
---|
| 256 | length, &tmp3, i, i); |
---|
| 257 | |
---|
| 258 | for (int i = 0; i < length; ++i) { |
---|
| 259 | *b = std::make_pair(indices[i], values[i]); |
---|
| 260 | ++b; |
---|
| 261 | } |
---|
| 262 | } |
---|
| 263 | |
---|
| 264 | void CplexBase::_setColCoeffs(int i, ExprIterator b, ExprIterator e) { |
---|
| 265 | std::vector<int> indices; |
---|
| 266 | std::vector<int> collist; |
---|
| 267 | std::vector<Value> values; |
---|
| 268 | |
---|
| 269 | for(ExprIterator it=b; it!=e; ++it) { |
---|
| 270 | indices.push_back(it->first); |
---|
| 271 | values.push_back(it->second); |
---|
| 272 | collist.push_back(i); |
---|
| 273 | } |
---|
| 274 | |
---|
| 275 | CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
---|
| 276 | &indices.front(), &collist.front(), &values.front()); |
---|
| 277 | } |
---|
| 278 | |
---|
| 279 | void CplexBase::_getColCoeffs(int i, InsertIterator b) const { |
---|
| 280 | |
---|
| 281 | int tmp1, tmp2, tmp3, length; |
---|
| 282 | CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
---|
| 283 | |
---|
| 284 | length = -length; |
---|
| 285 | std::vector<int> indices(length); |
---|
| 286 | std::vector<double> values(length); |
---|
| 287 | |
---|
| 288 | CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, |
---|
| 289 | &indices.front(), &values.front(), |
---|
| 290 | length, &tmp3, i, i); |
---|
| 291 | |
---|
| 292 | for (int i = 0; i < length; ++i) { |
---|
| 293 | *b = std::make_pair(indices[i], values[i]); |
---|
| 294 | ++b; |
---|
| 295 | } |
---|
| 296 | |
---|
| 297 | } |
---|
| 298 | |
---|
| 299 | void CplexBase::_setCoeff(int row, int col, Value value) { |
---|
| 300 | CPXchgcoef(cplexEnv(), _prob, row, col, value); |
---|
| 301 | } |
---|
| 302 | |
---|
| 303 | CplexBase::Value CplexBase::_getCoeff(int row, int col) const { |
---|
| 304 | CplexBase::Value value; |
---|
| 305 | CPXgetcoef(cplexEnv(), _prob, row, col, &value); |
---|
| 306 | return value; |
---|
| 307 | } |
---|
| 308 | |
---|
| 309 | void CplexBase::_setColLowerBound(int i, Value value) { |
---|
| 310 | const char s = 'L'; |
---|
| 311 | CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
---|
| 312 | } |
---|
| 313 | |
---|
| 314 | CplexBase::Value CplexBase::_getColLowerBound(int i) const { |
---|
| 315 | CplexBase::Value res; |
---|
| 316 | CPXgetlb(cplexEnv(), _prob, &res, i, i); |
---|
| 317 | return res <= -CPX_INFBOUND ? -INF : res; |
---|
| 318 | } |
---|
| 319 | |
---|
| 320 | void CplexBase::_setColUpperBound(int i, Value value) |
---|
| 321 | { |
---|
| 322 | const char s = 'U'; |
---|
| 323 | CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
---|
| 324 | } |
---|
| 325 | |
---|
| 326 | CplexBase::Value CplexBase::_getColUpperBound(int i) const { |
---|
| 327 | CplexBase::Value res; |
---|
| 328 | CPXgetub(cplexEnv(), _prob, &res, i, i); |
---|
| 329 | return res >= CPX_INFBOUND ? INF : res; |
---|
| 330 | } |
---|
| 331 | |
---|
| 332 | CplexBase::Value CplexBase::_getRowLowerBound(int i) const { |
---|
| 333 | char s; |
---|
| 334 | CPXgetsense(cplexEnv(), _prob, &s, i, i); |
---|
| 335 | CplexBase::Value res; |
---|
| 336 | |
---|
| 337 | switch (s) { |
---|
| 338 | case 'G': |
---|
| 339 | case 'R': |
---|
| 340 | case 'E': |
---|
| 341 | CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
---|
| 342 | return res <= -CPX_INFBOUND ? -INF : res; |
---|
| 343 | default: |
---|
| 344 | return -INF; |
---|
| 345 | } |
---|
| 346 | } |
---|
| 347 | |
---|
| 348 | CplexBase::Value CplexBase::_getRowUpperBound(int i) const { |
---|
| 349 | char s; |
---|
| 350 | CPXgetsense(cplexEnv(), _prob, &s, i, i); |
---|
| 351 | CplexBase::Value res; |
---|
| 352 | |
---|
| 353 | switch (s) { |
---|
| 354 | case 'L': |
---|
| 355 | case 'E': |
---|
| 356 | CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
---|
| 357 | return res >= CPX_INFBOUND ? INF : res; |
---|
| 358 | case 'R': |
---|
| 359 | CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
---|
| 360 | { |
---|
| 361 | double rng; |
---|
| 362 | CPXgetrngval(cplexEnv(), _prob, &rng, i, i); |
---|
| 363 | res += rng; |
---|
| 364 | } |
---|
| 365 | return res >= CPX_INFBOUND ? INF : res; |
---|
| 366 | default: |
---|
| 367 | return INF; |
---|
| 368 | } |
---|
| 369 | } |
---|
| 370 | |
---|
| 371 | //This is easier to implement |
---|
| 372 | void CplexBase::_set_row_bounds(int i, Value lb, Value ub) { |
---|
| 373 | if (lb == -INF) { |
---|
| 374 | const char s = 'L'; |
---|
| 375 | CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
---|
| 376 | CPXchgrhs(cplexEnv(), _prob, 1, &i, &ub); |
---|
| 377 | } else if (ub == INF) { |
---|
| 378 | const char s = 'G'; |
---|
| 379 | CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
---|
| 380 | CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
---|
| 381 | } else if (lb == ub){ |
---|
| 382 | const char s = 'E'; |
---|
| 383 | CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
---|
| 384 | CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
---|
| 385 | } else { |
---|
| 386 | const char s = 'R'; |
---|
| 387 | CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
---|
| 388 | CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
---|
| 389 | double len = ub - lb; |
---|
| 390 | CPXchgrngval(cplexEnv(), _prob, 1, &i, &len); |
---|
| 391 | } |
---|
| 392 | } |
---|
| 393 | |
---|
| 394 | void CplexBase::_setRowLowerBound(int i, Value lb) |
---|
| 395 | { |
---|
| 396 | LEMON_ASSERT(lb != INF, "Invalid bound"); |
---|
| 397 | _set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i)); |
---|
| 398 | } |
---|
| 399 | |
---|
| 400 | void CplexBase::_setRowUpperBound(int i, Value ub) |
---|
| 401 | { |
---|
| 402 | |
---|
| 403 | LEMON_ASSERT(ub != -INF, "Invalid bound"); |
---|
| 404 | _set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub); |
---|
| 405 | } |
---|
| 406 | |
---|
| 407 | void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e) |
---|
| 408 | { |
---|
| 409 | std::vector<int> indices; |
---|
| 410 | std::vector<Value> values; |
---|
| 411 | for(ExprIterator it=b; it!=e; ++it) { |
---|
| 412 | indices.push_back(it->first); |
---|
| 413 | values.push_back(it->second); |
---|
| 414 | } |
---|
| 415 | CPXchgobj(cplexEnv(), _prob, values.size(), |
---|
| 416 | &indices.front(), &values.front()); |
---|
| 417 | |
---|
| 418 | } |
---|
| 419 | |
---|
| 420 | void CplexBase::_getObjCoeffs(InsertIterator b) const |
---|
| 421 | { |
---|
| 422 | int num = CPXgetnumcols(cplexEnv(), _prob); |
---|
| 423 | std::vector<Value> x(num); |
---|
| 424 | |
---|
| 425 | CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1); |
---|
| 426 | for (int i = 0; i < num; ++i) { |
---|
| 427 | if (x[i] != 0.0) { |
---|
| 428 | *b = std::make_pair(i, x[i]); |
---|
| 429 | ++b; |
---|
| 430 | } |
---|
| 431 | } |
---|
| 432 | } |
---|
| 433 | |
---|
| 434 | void CplexBase::_setObjCoeff(int i, Value obj_coef) |
---|
| 435 | { |
---|
| 436 | CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef); |
---|
| 437 | } |
---|
| 438 | |
---|
| 439 | CplexBase::Value CplexBase::_getObjCoeff(int i) const |
---|
| 440 | { |
---|
| 441 | Value x; |
---|
| 442 | CPXgetobj(cplexEnv(), _prob, &x, i, i); |
---|
| 443 | return x; |
---|
| 444 | } |
---|
| 445 | |
---|
| 446 | void CplexBase::_setSense(CplexBase::Sense sense) { |
---|
| 447 | switch (sense) { |
---|
| 448 | case MIN: |
---|
| 449 | CPXchgobjsen(cplexEnv(), _prob, CPX_MIN); |
---|
| 450 | break; |
---|
| 451 | case MAX: |
---|
| 452 | CPXchgobjsen(cplexEnv(), _prob, CPX_MAX); |
---|
| 453 | break; |
---|
| 454 | } |
---|
| 455 | } |
---|
| 456 | |
---|
| 457 | CplexBase::Sense CplexBase::_getSense() const { |
---|
| 458 | switch (CPXgetobjsen(cplexEnv(), _prob)) { |
---|
| 459 | case CPX_MIN: |
---|
| 460 | return MIN; |
---|
| 461 | case CPX_MAX: |
---|
| 462 | return MAX; |
---|
| 463 | default: |
---|
| 464 | LEMON_ASSERT(false, "Invalid sense"); |
---|
| 465 | return CplexBase::Sense(); |
---|
| 466 | } |
---|
| 467 | } |
---|
| 468 | |
---|
| 469 | void CplexBase::_clear() { |
---|
| 470 | CPXfreeprob(cplexEnv(),&_prob); |
---|
| 471 | int status; |
---|
| 472 | _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
---|
| 473 | rows.clear(); |
---|
| 474 | cols.clear(); |
---|
| 475 | } |
---|
| 476 | |
---|
[623] | 477 | void CplexBase::_messageLevel(MessageLevel level) { |
---|
| 478 | switch (level) { |
---|
| 479 | case MESSAGE_NOTHING: |
---|
| 480 | _message_enabled = false; |
---|
| 481 | break; |
---|
| 482 | case MESSAGE_ERROR: |
---|
| 483 | case MESSAGE_WARNING: |
---|
| 484 | case MESSAGE_NORMAL: |
---|
| 485 | case MESSAGE_VERBOSE: |
---|
| 486 | _message_enabled = true; |
---|
| 487 | break; |
---|
| 488 | } |
---|
| 489 | } |
---|
| 490 | |
---|
| 491 | void CplexBase::_applyMessageLevel() { |
---|
[956] | 492 | CPXsetintparam(cplexEnv(), CPX_PARAM_SCRIND, |
---|
[623] | 493 | _message_enabled ? CPX_ON : CPX_OFF); |
---|
| 494 | } |
---|
| 495 | |
---|
[485] | 496 | // CplexLp members |
---|
[484] | 497 | |
---|
[485] | 498 | CplexLp::CplexLp() |
---|
[598] | 499 | : LpBase(), LpSolver(), CplexBase() {} |
---|
[484] | 500 | |
---|
[485] | 501 | CplexLp::CplexLp(const CplexEnv& env) |
---|
[598] | 502 | : LpBase(), LpSolver(), CplexBase(env) {} |
---|
[484] | 503 | |
---|
[485] | 504 | CplexLp::CplexLp(const CplexLp& other) |
---|
[598] | 505 | : LpBase(), LpSolver(), CplexBase(other) {} |
---|
[484] | 506 | |
---|
[485] | 507 | CplexLp::~CplexLp() {} |
---|
[484] | 508 | |
---|
[587] | 509 | CplexLp* CplexLp::newSolver() const { return new CplexLp; } |
---|
| 510 | CplexLp* CplexLp::cloneSolver() const {return new CplexLp(*this); } |
---|
[484] | 511 | |
---|
[485] | 512 | const char* CplexLp::_solverName() const { return "CplexLp"; } |
---|
[484] | 513 | |
---|
[485] | 514 | void CplexLp::_clear_temporals() { |
---|
[484] | 515 | _col_status.clear(); |
---|
| 516 | _row_status.clear(); |
---|
| 517 | _primal_ray.clear(); |
---|
| 518 | _dual_ray.clear(); |
---|
| 519 | } |
---|
| 520 | |
---|
| 521 | // The routine returns zero unless an error occurred during the |
---|
| 522 | // optimization. Examples of errors include exhausting available |
---|
| 523 | // memory (CPXERR_NO_MEMORY) or encountering invalid data in the |
---|
| 524 | // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a |
---|
| 525 | // user-specified CPLEX limit, or proving the model infeasible or |
---|
| 526 | // unbounded, are not considered errors. Note that a zero return |
---|
| 527 | // value does not necessarily mean that a solution exists. Use query |
---|
| 528 | // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain |
---|
| 529 | // further information about the status of the optimization. |
---|
[485] | 530 | CplexLp::SolveExitStatus CplexLp::convertStatus(int status) { |
---|
[484] | 531 | #if CPX_VERSION >= 800 |
---|
| 532 | if (status == 0) { |
---|
| 533 | switch (CPXgetstat(cplexEnv(), _prob)) { |
---|
| 534 | case CPX_STAT_OPTIMAL: |
---|
| 535 | case CPX_STAT_INFEASIBLE: |
---|
| 536 | case CPX_STAT_UNBOUNDED: |
---|
| 537 | return SOLVED; |
---|
| 538 | default: |
---|
| 539 | return UNSOLVED; |
---|
| 540 | } |
---|
| 541 | } else { |
---|
| 542 | return UNSOLVED; |
---|
| 543 | } |
---|
| 544 | #else |
---|
| 545 | if (status == 0) { |
---|
| 546 | //We want to exclude some cases |
---|
| 547 | switch (CPXgetstat(cplexEnv(), _prob)) { |
---|
| 548 | case CPX_OBJ_LIM: |
---|
| 549 | case CPX_IT_LIM_FEAS: |
---|
| 550 | case CPX_IT_LIM_INFEAS: |
---|
| 551 | case CPX_TIME_LIM_FEAS: |
---|
| 552 | case CPX_TIME_LIM_INFEAS: |
---|
| 553 | return UNSOLVED; |
---|
| 554 | default: |
---|
| 555 | return SOLVED; |
---|
| 556 | } |
---|
| 557 | } else { |
---|
| 558 | return UNSOLVED; |
---|
| 559 | } |
---|
| 560 | #endif |
---|
| 561 | } |
---|
| 562 | |
---|
[485] | 563 | CplexLp::SolveExitStatus CplexLp::_solve() { |
---|
[484] | 564 | _clear_temporals(); |
---|
[623] | 565 | _applyMessageLevel(); |
---|
[484] | 566 | return convertStatus(CPXlpopt(cplexEnv(), _prob)); |
---|
| 567 | } |
---|
| 568 | |
---|
[485] | 569 | CplexLp::SolveExitStatus CplexLp::solvePrimal() { |
---|
[484] | 570 | _clear_temporals(); |
---|
[623] | 571 | _applyMessageLevel(); |
---|
[484] | 572 | return convertStatus(CPXprimopt(cplexEnv(), _prob)); |
---|
| 573 | } |
---|
| 574 | |
---|
[485] | 575 | CplexLp::SolveExitStatus CplexLp::solveDual() { |
---|
[484] | 576 | _clear_temporals(); |
---|
[623] | 577 | _applyMessageLevel(); |
---|
[484] | 578 | return convertStatus(CPXdualopt(cplexEnv(), _prob)); |
---|
| 579 | } |
---|
| 580 | |
---|
[485] | 581 | CplexLp::SolveExitStatus CplexLp::solveBarrier() { |
---|
[484] | 582 | _clear_temporals(); |
---|
[623] | 583 | _applyMessageLevel(); |
---|
[484] | 584 | return convertStatus(CPXbaropt(cplexEnv(), _prob)); |
---|
| 585 | } |
---|
| 586 | |
---|
[485] | 587 | CplexLp::Value CplexLp::_getPrimal(int i) const { |
---|
[484] | 588 | Value x; |
---|
| 589 | CPXgetx(cplexEnv(), _prob, &x, i, i); |
---|
| 590 | return x; |
---|
| 591 | } |
---|
| 592 | |
---|
[485] | 593 | CplexLp::Value CplexLp::_getDual(int i) const { |
---|
[484] | 594 | Value y; |
---|
| 595 | CPXgetpi(cplexEnv(), _prob, &y, i, i); |
---|
| 596 | return y; |
---|
| 597 | } |
---|
| 598 | |
---|
[485] | 599 | CplexLp::Value CplexLp::_getPrimalValue() const { |
---|
[484] | 600 | Value objval; |
---|
| 601 | CPXgetobjval(cplexEnv(), _prob, &objval); |
---|
| 602 | return objval; |
---|
| 603 | } |
---|
| 604 | |
---|
[485] | 605 | CplexLp::VarStatus CplexLp::_getColStatus(int i) const { |
---|
[484] | 606 | if (_col_status.empty()) { |
---|
| 607 | _col_status.resize(CPXgetnumcols(cplexEnv(), _prob)); |
---|
| 608 | CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0); |
---|
| 609 | } |
---|
| 610 | switch (_col_status[i]) { |
---|
| 611 | case CPX_BASIC: |
---|
| 612 | return BASIC; |
---|
| 613 | case CPX_FREE_SUPER: |
---|
| 614 | return FREE; |
---|
| 615 | case CPX_AT_LOWER: |
---|
| 616 | return LOWER; |
---|
| 617 | case CPX_AT_UPPER: |
---|
| 618 | return UPPER; |
---|
| 619 | default: |
---|
| 620 | LEMON_ASSERT(false, "Wrong column status"); |
---|
[485] | 621 | return CplexLp::VarStatus(); |
---|
[484] | 622 | } |
---|
| 623 | } |
---|
| 624 | |
---|
[485] | 625 | CplexLp::VarStatus CplexLp::_getRowStatus(int i) const { |
---|
[484] | 626 | if (_row_status.empty()) { |
---|
| 627 | _row_status.resize(CPXgetnumrows(cplexEnv(), _prob)); |
---|
| 628 | CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front()); |
---|
| 629 | } |
---|
| 630 | switch (_row_status[i]) { |
---|
| 631 | case CPX_BASIC: |
---|
| 632 | return BASIC; |
---|
| 633 | case CPX_AT_LOWER: |
---|
| 634 | { |
---|
| 635 | char s; |
---|
| 636 | CPXgetsense(cplexEnv(), _prob, &s, i, i); |
---|
| 637 | return s != 'L' ? LOWER : UPPER; |
---|
| 638 | } |
---|
| 639 | case CPX_AT_UPPER: |
---|
| 640 | return UPPER; |
---|
| 641 | default: |
---|
| 642 | LEMON_ASSERT(false, "Wrong row status"); |
---|
[485] | 643 | return CplexLp::VarStatus(); |
---|
[484] | 644 | } |
---|
| 645 | } |
---|
| 646 | |
---|
[485] | 647 | CplexLp::Value CplexLp::_getPrimalRay(int i) const { |
---|
[484] | 648 | if (_primal_ray.empty()) { |
---|
| 649 | _primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob)); |
---|
| 650 | CPXgetray(cplexEnv(), _prob, &_primal_ray.front()); |
---|
| 651 | } |
---|
| 652 | return _primal_ray[i]; |
---|
| 653 | } |
---|
| 654 | |
---|
[485] | 655 | CplexLp::Value CplexLp::_getDualRay(int i) const { |
---|
[484] | 656 | if (_dual_ray.empty()) { |
---|
| 657 | |
---|
| 658 | } |
---|
| 659 | return _dual_ray[i]; |
---|
| 660 | } |
---|
| 661 | |
---|
[623] | 662 | // Cplex 7.0 status values |
---|
[484] | 663 | // This table lists the statuses, returned by the CPXgetstat() |
---|
| 664 | // routine, for solutions to LP problems or mixed integer problems. If |
---|
| 665 | // no solution exists, the return value is zero. |
---|
| 666 | |
---|
| 667 | // For Simplex, Barrier |
---|
| 668 | // 1 CPX_OPTIMAL |
---|
| 669 | // Optimal solution found |
---|
| 670 | // 2 CPX_INFEASIBLE |
---|
| 671 | // Problem infeasible |
---|
| 672 | // 3 CPX_UNBOUNDED |
---|
| 673 | // Problem unbounded |
---|
| 674 | // 4 CPX_OBJ_LIM |
---|
| 675 | // Objective limit exceeded in Phase II |
---|
| 676 | // 5 CPX_IT_LIM_FEAS |
---|
| 677 | // Iteration limit exceeded in Phase II |
---|
| 678 | // 6 CPX_IT_LIM_INFEAS |
---|
| 679 | // Iteration limit exceeded in Phase I |
---|
| 680 | // 7 CPX_TIME_LIM_FEAS |
---|
| 681 | // Time limit exceeded in Phase II |
---|
| 682 | // 8 CPX_TIME_LIM_INFEAS |
---|
| 683 | // Time limit exceeded in Phase I |
---|
| 684 | // 9 CPX_NUM_BEST_FEAS |
---|
| 685 | // Problem non-optimal, singularities in Phase II |
---|
| 686 | // 10 CPX_NUM_BEST_INFEAS |
---|
| 687 | // Problem non-optimal, singularities in Phase I |
---|
| 688 | // 11 CPX_OPTIMAL_INFEAS |
---|
| 689 | // Optimal solution found, unscaled infeasibilities |
---|
| 690 | // 12 CPX_ABORT_FEAS |
---|
| 691 | // Aborted in Phase II |
---|
| 692 | // 13 CPX_ABORT_INFEAS |
---|
| 693 | // Aborted in Phase I |
---|
| 694 | // 14 CPX_ABORT_DUAL_INFEAS |
---|
| 695 | // Aborted in barrier, dual infeasible |
---|
| 696 | // 15 CPX_ABORT_PRIM_INFEAS |
---|
| 697 | // Aborted in barrier, primal infeasible |
---|
| 698 | // 16 CPX_ABORT_PRIM_DUAL_INFEAS |
---|
| 699 | // Aborted in barrier, primal and dual infeasible |
---|
| 700 | // 17 CPX_ABORT_PRIM_DUAL_FEAS |
---|
| 701 | // Aborted in barrier, primal and dual feasible |
---|
| 702 | // 18 CPX_ABORT_CROSSOVER |
---|
| 703 | // Aborted in crossover |
---|
| 704 | // 19 CPX_INForUNBD |
---|
| 705 | // Infeasible or unbounded |
---|
| 706 | // 20 CPX_PIVOT |
---|
| 707 | // User pivot used |
---|
| 708 | // |
---|
[623] | 709 | // Pending return values |
---|
[484] | 710 | // ??case CPX_ABORT_DUAL_INFEAS |
---|
| 711 | // ??case CPX_ABORT_CROSSOVER |
---|
| 712 | // ??case CPX_INForUNBD |
---|
| 713 | // ??case CPX_PIVOT |
---|
| 714 | |
---|
| 715 | //Some more interesting stuff: |
---|
| 716 | |
---|
| 717 | // CPX_PARAM_PROBMETHOD 1062 int LPMETHOD |
---|
| 718 | // 0 Automatic |
---|
| 719 | // 1 Primal Simplex |
---|
| 720 | // 2 Dual Simplex |
---|
| 721 | // 3 Network Simplex |
---|
| 722 | // 4 Standard Barrier |
---|
| 723 | // Default: 0 |
---|
| 724 | // Description: Method for linear optimization. |
---|
| 725 | // Determines which algorithm is used when CPXlpopt() (or "optimize" |
---|
| 726 | // in the Interactive Optimizer) is called. Currently the behavior of |
---|
| 727 | // the "Automatic" setting is that CPLEX simply invokes the dual |
---|
| 728 | // simplex method, but this capability may be expanded in the future |
---|
| 729 | // so that CPLEX chooses the method based on problem characteristics |
---|
| 730 | #if CPX_VERSION < 900 |
---|
| 731 | void statusSwitch(CPXENVptr cplexEnv(),int& stat){ |
---|
| 732 | int lpmethod; |
---|
| 733 | CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod); |
---|
| 734 | if (lpmethod==2){ |
---|
| 735 | if (stat==CPX_UNBOUNDED){ |
---|
| 736 | stat=CPX_INFEASIBLE; |
---|
| 737 | } |
---|
| 738 | else{ |
---|
| 739 | if (stat==CPX_INFEASIBLE) |
---|
| 740 | stat=CPX_UNBOUNDED; |
---|
| 741 | } |
---|
| 742 | } |
---|
| 743 | } |
---|
| 744 | #else |
---|
| 745 | void statusSwitch(CPXENVptr,int&){} |
---|
| 746 | #endif |
---|
| 747 | |
---|
[485] | 748 | CplexLp::ProblemType CplexLp::_getPrimalType() const { |
---|
[484] | 749 | // Unboundedness not treated well: the following is from cplex 9.0 doc |
---|
| 750 | // About Unboundedness |
---|
| 751 | |
---|
| 752 | // The treatment of models that are unbounded involves a few |
---|
| 753 | // subtleties. Specifically, a declaration of unboundedness means that |
---|
| 754 | // ILOG CPLEX has determined that the model has an unbounded |
---|
| 755 | // ray. Given any feasible solution x with objective z, a multiple of |
---|
| 756 | // the unbounded ray can be added to x to give a feasible solution |
---|
| 757 | // with objective z-1 (or z+1 for maximization models). Thus, if a |
---|
| 758 | // feasible solution exists, then the optimal objective is |
---|
| 759 | // unbounded. Note that ILOG CPLEX has not necessarily concluded that |
---|
| 760 | // a feasible solution exists. Users can call the routine CPXsolninfo |
---|
| 761 | // to determine whether ILOG CPLEX has also concluded that the model |
---|
| 762 | // has a feasible solution. |
---|
| 763 | |
---|
| 764 | int stat = CPXgetstat(cplexEnv(), _prob); |
---|
| 765 | #if CPX_VERSION >= 800 |
---|
| 766 | switch (stat) |
---|
| 767 | { |
---|
| 768 | case CPX_STAT_OPTIMAL: |
---|
| 769 | return OPTIMAL; |
---|
| 770 | case CPX_STAT_UNBOUNDED: |
---|
| 771 | return UNBOUNDED; |
---|
| 772 | case CPX_STAT_INFEASIBLE: |
---|
| 773 | return INFEASIBLE; |
---|
| 774 | default: |
---|
| 775 | return UNDEFINED; |
---|
| 776 | } |
---|
| 777 | #else |
---|
| 778 | statusSwitch(cplexEnv(),stat); |
---|
| 779 | //CPXgetstat(cplexEnv(), _prob); |
---|
| 780 | switch (stat) { |
---|
| 781 | case 0: |
---|
| 782 | return UNDEFINED; //Undefined |
---|
| 783 | case CPX_OPTIMAL://Optimal |
---|
| 784 | return OPTIMAL; |
---|
| 785 | case CPX_UNBOUNDED://Unbounded |
---|
| 786 | return INFEASIBLE;//In case of dual simplex |
---|
| 787 | //return UNBOUNDED; |
---|
| 788 | case CPX_INFEASIBLE://Infeasible |
---|
| 789 | // case CPX_IT_LIM_INFEAS: |
---|
| 790 | // case CPX_TIME_LIM_INFEAS: |
---|
| 791 | // case CPX_NUM_BEST_INFEAS: |
---|
| 792 | // case CPX_OPTIMAL_INFEAS: |
---|
| 793 | // case CPX_ABORT_INFEAS: |
---|
| 794 | // case CPX_ABORT_PRIM_INFEAS: |
---|
| 795 | // case CPX_ABORT_PRIM_DUAL_INFEAS: |
---|
| 796 | return UNBOUNDED;//In case of dual simplex |
---|
| 797 | //return INFEASIBLE; |
---|
| 798 | // case CPX_OBJ_LIM: |
---|
| 799 | // case CPX_IT_LIM_FEAS: |
---|
| 800 | // case CPX_TIME_LIM_FEAS: |
---|
| 801 | // case CPX_NUM_BEST_FEAS: |
---|
| 802 | // case CPX_ABORT_FEAS: |
---|
| 803 | // case CPX_ABORT_PRIM_DUAL_FEAS: |
---|
| 804 | // return FEASIBLE; |
---|
| 805 | default: |
---|
| 806 | return UNDEFINED; //Everything else comes here |
---|
| 807 | //FIXME error |
---|
| 808 | } |
---|
| 809 | #endif |
---|
| 810 | } |
---|
| 811 | |
---|
[623] | 812 | // Cplex 9.0 status values |
---|
[484] | 813 | // CPX_STAT_ABORT_DUAL_OBJ_LIM |
---|
| 814 | // CPX_STAT_ABORT_IT_LIM |
---|
| 815 | // CPX_STAT_ABORT_OBJ_LIM |
---|
| 816 | // CPX_STAT_ABORT_PRIM_OBJ_LIM |
---|
| 817 | // CPX_STAT_ABORT_TIME_LIM |
---|
| 818 | // CPX_STAT_ABORT_USER |
---|
| 819 | // CPX_STAT_FEASIBLE_RELAXED |
---|
| 820 | // CPX_STAT_INFEASIBLE |
---|
| 821 | // CPX_STAT_INForUNBD |
---|
| 822 | // CPX_STAT_NUM_BEST |
---|
| 823 | // CPX_STAT_OPTIMAL |
---|
| 824 | // CPX_STAT_OPTIMAL_FACE_UNBOUNDED |
---|
| 825 | // CPX_STAT_OPTIMAL_INFEAS |
---|
| 826 | // CPX_STAT_OPTIMAL_RELAXED |
---|
| 827 | // CPX_STAT_UNBOUNDED |
---|
| 828 | |
---|
[485] | 829 | CplexLp::ProblemType CplexLp::_getDualType() const { |
---|
[484] | 830 | int stat = CPXgetstat(cplexEnv(), _prob); |
---|
| 831 | #if CPX_VERSION >= 800 |
---|
| 832 | switch (stat) { |
---|
| 833 | case CPX_STAT_OPTIMAL: |
---|
| 834 | return OPTIMAL; |
---|
| 835 | case CPX_STAT_UNBOUNDED: |
---|
| 836 | return INFEASIBLE; |
---|
| 837 | default: |
---|
| 838 | return UNDEFINED; |
---|
| 839 | } |
---|
| 840 | #else |
---|
| 841 | statusSwitch(cplexEnv(),stat); |
---|
| 842 | switch (stat) { |
---|
| 843 | case 0: |
---|
| 844 | return UNDEFINED; //Undefined |
---|
| 845 | case CPX_OPTIMAL://Optimal |
---|
| 846 | return OPTIMAL; |
---|
| 847 | case CPX_UNBOUNDED: |
---|
| 848 | return INFEASIBLE; |
---|
| 849 | default: |
---|
| 850 | return UNDEFINED; //Everything else comes here |
---|
| 851 | //FIXME error |
---|
| 852 | } |
---|
| 853 | #endif |
---|
| 854 | } |
---|
| 855 | |
---|
[485] | 856 | // CplexMip members |
---|
[484] | 857 | |
---|
[485] | 858 | CplexMip::CplexMip() |
---|
[598] | 859 | : LpBase(), MipSolver(), CplexBase() { |
---|
[484] | 860 | |
---|
| 861 | #if CPX_VERSION < 800 |
---|
| 862 | CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
---|
| 863 | #else |
---|
| 864 | CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
---|
| 865 | #endif |
---|
| 866 | } |
---|
| 867 | |
---|
[485] | 868 | CplexMip::CplexMip(const CplexEnv& env) |
---|
[598] | 869 | : LpBase(), MipSolver(), CplexBase(env) { |
---|
[484] | 870 | |
---|
| 871 | #if CPX_VERSION < 800 |
---|
| 872 | CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
---|
| 873 | #else |
---|
| 874 | CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
---|
| 875 | #endif |
---|
| 876 | |
---|
| 877 | } |
---|
| 878 | |
---|
[485] | 879 | CplexMip::CplexMip(const CplexMip& other) |
---|
[598] | 880 | : LpBase(), MipSolver(), CplexBase(other) {} |
---|
[484] | 881 | |
---|
[485] | 882 | CplexMip::~CplexMip() {} |
---|
[484] | 883 | |
---|
[587] | 884 | CplexMip* CplexMip::newSolver() const { return new CplexMip; } |
---|
| 885 | CplexMip* CplexMip::cloneSolver() const {return new CplexMip(*this); } |
---|
[484] | 886 | |
---|
[485] | 887 | const char* CplexMip::_solverName() const { return "CplexMip"; } |
---|
[484] | 888 | |
---|
[485] | 889 | void CplexMip::_setColType(int i, CplexMip::ColTypes col_type) { |
---|
[484] | 890 | |
---|
| 891 | // Note If a variable is to be changed to binary, a call to CPXchgbds |
---|
| 892 | // should also be made to change the bounds to 0 and 1. |
---|
| 893 | |
---|
| 894 | switch (col_type){ |
---|
| 895 | case INTEGER: { |
---|
| 896 | const char t = 'I'; |
---|
| 897 | CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
---|
| 898 | } break; |
---|
| 899 | case REAL: { |
---|
| 900 | const char t = 'C'; |
---|
| 901 | CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
---|
| 902 | } break; |
---|
| 903 | default: |
---|
| 904 | break; |
---|
| 905 | } |
---|
| 906 | } |
---|
| 907 | |
---|
[485] | 908 | CplexMip::ColTypes CplexMip::_getColType(int i) const { |
---|
[484] | 909 | char t; |
---|
| 910 | CPXgetctype (cplexEnv(), _prob, &t, i, i); |
---|
| 911 | switch (t) { |
---|
| 912 | case 'I': |
---|
| 913 | return INTEGER; |
---|
| 914 | case 'C': |
---|
| 915 | return REAL; |
---|
| 916 | default: |
---|
| 917 | LEMON_ASSERT(false, "Invalid column type"); |
---|
| 918 | return ColTypes(); |
---|
| 919 | } |
---|
| 920 | |
---|
| 921 | } |
---|
| 922 | |
---|
[485] | 923 | CplexMip::SolveExitStatus CplexMip::_solve() { |
---|
[484] | 924 | int status; |
---|
[623] | 925 | _applyMessageLevel(); |
---|
[484] | 926 | status = CPXmipopt (cplexEnv(), _prob); |
---|
| 927 | if (status==0) |
---|
| 928 | return SOLVED; |
---|
| 929 | else |
---|
| 930 | return UNSOLVED; |
---|
| 931 | |
---|
| 932 | } |
---|
| 933 | |
---|
| 934 | |
---|
[485] | 935 | CplexMip::ProblemType CplexMip::_getType() const { |
---|
[484] | 936 | |
---|
| 937 | int stat = CPXgetstat(cplexEnv(), _prob); |
---|
| 938 | |
---|
| 939 | //Fortunately, MIP statuses did not change for cplex 8.0 |
---|
| 940 | switch (stat) { |
---|
| 941 | case CPXMIP_OPTIMAL: |
---|
| 942 | // Optimal integer solution has been found. |
---|
| 943 | case CPXMIP_OPTIMAL_TOL: |
---|
| 944 | // Optimal soluton with the tolerance defined by epgap or epagap has |
---|
| 945 | // been found. |
---|
| 946 | return OPTIMAL; |
---|
| 947 | //This also exists in later issues |
---|
| 948 | // case CPXMIP_UNBOUNDED: |
---|
| 949 | //return UNBOUNDED; |
---|
| 950 | case CPXMIP_INFEASIBLE: |
---|
| 951 | return INFEASIBLE; |
---|
| 952 | default: |
---|
| 953 | return UNDEFINED; |
---|
| 954 | } |
---|
| 955 | //Unboundedness not treated well: the following is from cplex 9.0 doc |
---|
| 956 | // About Unboundedness |
---|
| 957 | |
---|
| 958 | // The treatment of models that are unbounded involves a few |
---|
| 959 | // subtleties. Specifically, a declaration of unboundedness means that |
---|
| 960 | // ILOG CPLEX has determined that the model has an unbounded |
---|
| 961 | // ray. Given any feasible solution x with objective z, a multiple of |
---|
| 962 | // the unbounded ray can be added to x to give a feasible solution |
---|
| 963 | // with objective z-1 (or z+1 for maximization models). Thus, if a |
---|
| 964 | // feasible solution exists, then the optimal objective is |
---|
| 965 | // unbounded. Note that ILOG CPLEX has not necessarily concluded that |
---|
| 966 | // a feasible solution exists. Users can call the routine CPXsolninfo |
---|
| 967 | // to determine whether ILOG CPLEX has also concluded that the model |
---|
| 968 | // has a feasible solution. |
---|
| 969 | } |
---|
| 970 | |
---|
[485] | 971 | CplexMip::Value CplexMip::_getSol(int i) const { |
---|
[484] | 972 | Value x; |
---|
| 973 | CPXgetmipx(cplexEnv(), _prob, &x, i, i); |
---|
| 974 | return x; |
---|
| 975 | } |
---|
| 976 | |
---|
[485] | 977 | CplexMip::Value CplexMip::_getSolValue() const { |
---|
[484] | 978 | Value objval; |
---|
| 979 | CPXgetmipobjval(cplexEnv(), _prob, &objval); |
---|
| 980 | return objval; |
---|
| 981 | } |
---|
| 982 | |
---|
| 983 | } //namespace lemon |
---|
| 984 | |
---|